Can't answer because I never tried one, but personally, I like flash players because they are light, never skip, and have the best battery life. Flash is definitely the way to go if you are active.
The Jetaudio G3 is worth looking at too. It has the longest battery life by far between the G3, I5 and U2. I think the U2 probably have about the same battery life (rated around 20 hours, actual is probably 15).
The G3 is rated at 50 hours! on a single AA cell! I doubt it would actually get that because the manufacturers always exagerrate, but it probably will run at least 35 hours compared to around 15 for the U2 and I5. That's a plus because it means you won't need to take the player out of the case and replace the battery too often.
The downside of the G3 is that it is somewhat plain looking. But functionality is what really matters. I don't look at it when it's in my pocket. It has the same control stick as the U2 which is a plus for me, so you can control it easily in your pocket without taking it out to look.
Also, the G3 is significantly heavier than the U2 since it has a single AA cell, but it is still lighter than any HDD player. Unlike the U2 though, you can get the G3 in a 2 GB version which makes the larger size and weigth worth it.